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Finite-sample properties of tests for forecast equivalence
Clark, Todd E. - 1996
Persistent link: https://www.econbiz.de/10000957889
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Do producer prices help predict consumer prices?
Clark, Todd E. - 1997
Persistent link: https://www.econbiz.de/10000981153
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Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E. - 1995
Persistent link: https://www.econbiz.de/10000931184
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Can out-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - 2000
Persistent link: https://www.econbiz.de/10001554626
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Can output-of-sample forecast comparisons help prevent overfitting?
Clark, Todd E. - In: Journal of forecasting 23 (2004) 2, pp. 115-139
Persistent link: https://www.econbiz.de/10001980723
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Real-time density forecasts from VARs with stochastic volatility
Clark, Todd E. - 2009
Persistent link: https://www.econbiz.de/10003844506
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Real-time density forecasts from Bayesian vector autoregressions with stochastic volatility
Clark, Todd E. - In: Journal of business & economic statistics : JBES ; a … 29 (2011) 3, pp. 327-341
Persistent link: https://www.econbiz.de/10009232552
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Finite-sample properties of tests for equal forecast accuracy
Clark, Todd E. - In: Journal of forecasting 18 (1999) 7, pp. 489-504
Persistent link: https://www.econbiz.de/10001437772
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Forecasting an aggregate of cointegrated disaggregates
Clark, Todd E. - In: Journal of forecasting 19 (2000) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10001441475
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Large vector autoregressions with stochastic volatility and flexible priors
Carriero, Andrea; Clark, Todd E.; Marcellino, Massimiliano - 2016
Persistent link: https://www.econbiz.de/10011549652